Historical Option data?

Discussion in 'Options' started by GotherL, Dec 12, 2020.

  1. JSOP

    JSOP

    What's TDA?
     
    #11     Dec 12, 2020
  2. GotherL

    GotherL

    Thanks, I took a demo account months ago. It expired and tried to renew with no success.
     
    #12     Dec 12, 2020
  3. guru

    guru

    TD Ameritrade. I often use their charts to look at historical option chains and plot P&L history for option combos:

    upload_2020-12-12_19-51-38.png
     
    #13     Dec 12, 2020
  4. guru

    guru


    I do have a few $bucks in there, but I've seen people discussing online that they use the free demo. Maybe they do deposit a few $s as well. There are no monthly fees.
     
    #14     Dec 12, 2020
  5. JSOP

    JSOP

    How do you get these historical option data from TOS? And how far do they go back?
     
    #15     Dec 13, 2020
  6. guru

    guru


    I get them by looking at them, which is what OP asked about. I didn't try downloading them though. They seem to go back to 2003:

    upload_2020-12-12_23-8-28.png
     
    #16     Dec 13, 2020
  7. I too have been looking for historical options data, but from what I can tell the name of the game is accuracy. All datasets have errors in them, what you are paying for is not options, but brand. Getting free data would be good for backtesting, but for actual trading I would pay the extra for the name.

    <rant>Quandl was recommended to me by a few people, but they won't tell me the price of the data. No price probably means overpriced</rant>
     
    #17     Dec 13, 2020
  8. guru

    guru


    If you want to pay then CBOE offers all options data up to 1min resolution and is quite reasonably priced.
     
    Last edited: Dec 13, 2020
    #18     Dec 13, 2020
  9. JSOP

    JSOP

    Where do you get this screen? I don't see this screen in my TOS. I don't get the calendar at the top right hand corner where you can select the historical date. Thanks
     
    #19     Dec 13, 2020
  10. guru

    guru


    Oh, it's the "ThinkBack" feature under "Analyze" tab.

    upload_2020-12-13_16-32-38.png
     
    #20     Dec 13, 2020